+106.6%
SAP vs CTVA
+131.3%
-24.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.3% | -0.3% |
| 7D | +0.6% | -20.8% | +21.4% | +5.3% |
| 30D | +6.5% | -29.6% | +36.2% | +14.8% |
| 3M | +12.2% | -16.9% | +29.1% | +15.0% |
| 6M | +46.1% | -24.3% | +70.3% | +52.5% |
| YTD | -1.6% | -5.6% | +4.0% | -4.3% |
| 1Y | -5.1% | -4.2% | -0.9% | -8.1% |
| 3Y | +68.4% | +43.3% | +25.1% | +41.4% |
| 5Y | +79.4% | +35.7% | +43.7% | +49.9% |
| All | +106.6% | +131.3% | -24.6% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CTVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling